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Several tests for model specification in the presince of alternative hypotheses
Davidson, Russel; MacKinnon, James G. - 1980
Persistent link: https://www.econbiz.de/10001403257
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Maximum likelihood estimation of singular equation systems with autoregressive disturbances
Beach, Charles M.; MacKinnon, James G. - 1977
Persistent link: https://www.econbiz.de/10003486149
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Some non-tested hypothesis tests and the relations among them
Davidson, Russell; Mackinnon, James G. - In: The review of economic studies 49 (1982) 158, pp. 551-565
Persistent link: https://www.econbiz.de/10003622317
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Some heteroskedasticity-consistent covariance matrix estimators with improved finite sample properties
MacKinnon, James G.; White, Halbert - In: Journal of econometrics 29 (1985) 3, pp. 305-325
Persistent link: https://www.econbiz.de/10003622876
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Model specification tests based on artificial linear regressions
Davidson, Russell; MacKinnon, James G. - 1981 - Rev. version of discussion paper nr 390
Persistent link: https://www.econbiz.de/10003522123
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Some non-nested hypothesis tests and the relations among them
Davidson, Russell; MacKinnon, James G. - 1980
Persistent link: https://www.econbiz.de/10003522158
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Practitioners' corner : double length artificial regressions
Davidson, Russell; MacKinnon, James G. - In: Oxford bulletin of economics and statistics 50 (1988) 2, pp. 203-217
Persistent link: https://www.econbiz.de/10003522163
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Testing for consistency using artificial regressions
MacKinnon, James G.; Davidson, Russell - 1987
Persistent link: https://www.econbiz.de/10003522198
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On the role of Jacobian terms in maximum likelihood estimation
MacKinnon, James G. - 1978
Persistent link: https://www.econbiz.de/10003529165
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Model specification tests based on artificial linear regressions
Davidson, Russell; MacKinnon, James G. - 1980
Persistent link: https://www.econbiz.de/10003529412